Conditional Fourier-Feynman transform given infinite dimensional conditioning function on abstract Wiener space

We study a conditional Fourier-Feynman transform (CFFT) of functionals on an abstract Wiener space ( H , B , v ). An infinite dimensional conditioning function is used to define the CFFT. To do this, we first present a short survey of the conditional Wiener integral concerning the topic of this pape...

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Veröffentlicht in:Czechoslovak mathematical journal Jg. 73; H. 3; S. 849 - 868
Hauptverfasser: Choi, Jae Gil, Shim, Sang Kil
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.10.2023
Springer Nature B.V
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ISSN:0011-4642, 1572-9141
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Zusammenfassung:We study a conditional Fourier-Feynman transform (CFFT) of functionals on an abstract Wiener space ( H , B , v ). An infinite dimensional conditioning function is used to define the CFFT. To do this, we first present a short survey of the conditional Wiener integral concerning the topic of this paper. We then establish evaluation formulas for the conditional Wiener integral on the abstract Wiener space B . Using the evaluation formula, we next provide explicit formulas for CFFTs of functionals in the Kallianpur and Bromley Fresnel class ℱ ( B ) and we finally investigate some Fubini theorems involving CFFT.
Bibliographie:ObjectType-Article-1
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content type line 14
ISSN:0011-4642
1572-9141
DOI:10.21136/CMJ.2023.0310-22